PENGARUH KEBIJAKAN MONETER TERHADAP BANK RISK TAKING (Z-SCORE) DI INDONESIA: STUDI KASUS BANK YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI)

Indriyani, Dwi (2022) PENGARUH KEBIJAKAN MONETER TERHADAP BANK RISK TAKING (Z-SCORE) DI INDONESIA: STUDI KASUS BANK YANG TERDAFTAR DI BURSA EFEK INDONESIA (BEI). S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.

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Abstract

In essence, banks run their business by raising funds and then distributing credit funds by charging interest, the decline in interest rates can be caused by loose monetary policy which will make the Z-Score value decrease, resulting in high risk taking. It turns out that other factors can also affect banking risk, both in terms of monetary policy, macroeconomic activity and several bank level variables. By using the Dynamic Ordinary Least Square (DOLS) method which is used to see the effect and long-term relationship on each variable. The results showed that all the variables in the study, both the Reference Interest Rate, Money Supply, Inflation, Exchange Rate, Profitability, Bank Size and Bank Efficiency have a significant influence and have a long-term relationship to the dependent variable, namely the Banking Risk Taking variable. (Risk Taking Bank). Keywords: Interest Rate, Money Supply (M2), Inflation, Exchange Rate, Profitability, Bank Size, Bank Efficiency, Banking Risk Taking.

Item Type:

Thesis (S1)

Contributors:

Contribution	Contributors	NIP/NIM
Thesis advisor	Anwar, Cep Jandi	198003182010121004
Thesis advisor	Suci, Stannia Cahaya	19910420201932020

Additional Information:

Pada hakikatnya bank menjalankan usahanya dengan menghimpun dana lalu menyalurkan dana kredit dengan mengenakan bunga, turunnya tingkat suku bunga bisa disebabkan oleh kebijakan moneter yang longgar yang akan membuat nilai Z-Score menurun sehingga mengakibatkan tingginya pengambilan risiko. Ternyata faktor lain juga dapat mempengaruhi risiko perbankan baik itu dari segi kebijakan moneter, aktivitas makro ekonomi maupun beberapa variable bank level. Dengan menggunakan metode Dynamic Ordinary least Square (DOLS) yang digunakan untuk melihat pengaruh dan hubungan jangka panjang terhadap masing-masing variabel. Hasil penelitian menunjukkan bahwa semua variabel yang ada pada penelitian baik dari variabel Suku Bunga Acuan, Jumlah Uang Beredar, Inflasi, Nilai Tukar, Profitabilitas, Ukuran Bank serta Efisiensi Bank memiliki pengaruh yang signifikan dan memiliki hubungan jangka panjang terhadap variabel dependentnya yaitu variabel Pengambilan Risiko Perbankan (Risk Taking Bank). Kata Kunci : Suku Bunga Acuan, Jumlah Uang Beredar (M2), Inflasi, Nilai Tukar, Profitabilitas, Ukuran Bank, Efisiensi Bank, Pengambilan Risiko Perbankan.

Subjects:

H Social Sciences > H Social Sciences (General)
H Social Sciences > HJ Public Finance

Divisions:

05-Fakultas Ekonomi dan Bisnis
05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan

Depositing User:

Mrs Dwi Indriyani

Date Deposited:

23 Dec 2022 15:46

Last Modified:

23 Dec 2022 15:46

URI:

http://eprints.untirta.ac.id/id/eprint/18702

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